That was on Monday at around 9 a.m. in Boston. Just hours later, Ms. Lu became a victim of the Boston Marathon bombing. On Wednesday, as her classmates were already planning her memorial service, a Boston University spokesman confirmed her death.

Ms. Lu, a 23-year-old math and statistics graduate student, was from the rust-belt city of Shenyang in China's northeast. Boston University and the Chinese Consulate in New York both said on Tuesday that a Chinese graduate student had been killed in the bombing but withheld the name at the family's request. Ms. Lu's name began circulating online early Wednesday after social-media users connected the announcements with a post from her roommate that she was missing. By Wednesday evening, tens of thousands of Chinese social-media users had posted virtual candles and farewell messages to Ms. Lu.

"Heaven has no bombs…travel in peace," one anonymous microblogger wrote in a comment left on her final post.

Video

The U.S. Embassy granted the parents of Lu Lingzi, one of the three victims in the Boston Marathon bombing, visas for immediate entry. The WSJ's Carlos Tejada talks about how the story of Ms. Lu's death unfolded on the Chinese Web.

Devlin Barrett explains the significance of the use of a pressure cooker that authorities believed was used in the Boston Marathon bombings. He also points out past attacks in which pressure cookers were also used. Photo: AP Images.

Shuang Guo, president of the Chinese Students and Scholars Association at Boston University, said the group was planning a memorial service for Ms. Lu. "We're all really sad," she said. "We're studying abroad with our families waiting for us in China. We're all a community."

Ms. Lu's Weibo account displayed an obsession with food. She also liked the television series "Downton Abbey" and the British rock band Muse. Her dogs were named Jingjing and Dudu, according to her Weibo account.

She clearly relished life in Boston. While many Chinese students spend their time in the U.S. buried in their books and hanging out with other Chinese students, Ms. Lu appeared to embrace American culture, including its food, its art and its sports.

Terror in the U.S.

Site of the Blasts

She went to watch the marathon Monday with two other Chinese international students, said Lucy Huang, another graduate student. After Ms. Lu failed to return home, her roommate in Boston tried to reach her with a message on Weibo: "Where are you Lingzi? You get lost so easily!" it read.

For its Wednesday edition, Ms. Lu's hometown newspaper, the Shenyang Evening News, filled its front page with pictures of the bombing, including a photo of Ms. Lu, a slight girl with shoulder-length hair. The caption under the photo read: "A Shenyang girl is missing. We hope you're safe." Later, the newspaper's official microblogging account said Ms. Lu had died.

Another Chinese student from Boston University, Zhou Danling, was also injured in the bombing but was in stable condition after being treated at the Boston Medical Center, Chinese state media said on Wednesday. The third student watching the race with Ms. Zhou and Ms. Lu was unharmed, the official Xinhua news agency said.

Vadim Sherman, 28, another graduate student, said Ms. Lu was "incredibly intelligent, and probably one of the nicest, sweetest people I've ever had the chance to know." Ms. Lu was very close to Ms. Zhou, and the two seemed inseparable, he said.

Explosions Rock Boston

Even before news that Chinese students were among the casualties, Chinese people had mostly expressed sympathy for Boston and those injured in the attack, with many applauding the response by city authorities, regular citizens and the media. While most have continued to mourn the tragedy, some began to question the wisdom of sending Chinese students to the U.S.

More than 190,000 Chinese students studied in the U.S. during the 2011-12 school year, according to the Institute of International Education, a 23% increase from the year before.

There are 2,065 Chinese international students enrolled this year at Boston University, nearly a third of the total foreign-student population, university spokesman Colin Riley said.

Chinese families are increasingly eager to give their children a leg up in the global economy, and the country now accounts for a quarter of all foreign nationals studying at U.S. universities—more than any other country.

For many parents, the emphasis on creativity and analytical thinking in U.S. education makes the expense of sending a child to study abroad worthwhile. But recent episodes of violence involving Chinese students have led some to see the U.S. as dangerous. In one incident in April last year, two University of Southern California graduate students from China were shot dead while sitting in a parked car on a Los Angeles street in what police described as a bungled carjacking.

"If you love him, send him to the U.S., because the U.S. is Heaven. If you hate him, send him to the U.S., because the U.S. is Hell," one Chinese microblogger wrote on Wednesday.

Like many Chinese students in the U.S., Ms. Lu disliked writing essays and got flustered after being scolded by a professor for reasons she didn't understand. And like many students in Boston, she grew frustrated trying to find a decent place to live. "Finding an apartment to rent is driving me crazy," she wrote on her Weibo account last summer.

She often took solace in food, displaying a particular love for ice cream, though she worried about its effects on her appearance. "My face is getting rounder," she wrote. "What can I do?"

Tasso Kaper, chairman of the Mathematics and Statistics Department, said Ms. Lu submitted the final part of her research project on the morning of the day she died.

Both he and Daniel Weiner, an associate professor who taught Ms. Lu, said she was an outstanding student. He said she had raised her grade to an A this semester, one of the top in the class, he said."She'd improved a lot since last fall," he said. "She was really coming into her own this spring, mathematically and statistically."

Tuesday evening, some students wanted Mr. Weiner to continue with a statistics lecture as usual to take their minds off Ms. Lu's fate. But halfway through class, grieving students requested the class be dismissed. "Several students were crying and begged me to cancel class," he said.

Invited by Mr. Kaper, Ms. Lu's classmates gathered at the math department for pizza on Wednesday.

He held a truncated class on Wednesday. "She was very well known and very highly regarded in her tightknit community," he said.

Ms. Lu studied at the University of California, Riverside, in the fall of 2010, a spokeswoman for the school confirmed, earning college credits in business and math in order to strengthen her case for eventually matriculating at a graduate school in the U.S. Her undergraduate studies were at Beijing Institute of Technology, Mr. Kaper said.

Just 24 hours before she was killed, Ms. Lu learned from Mr. Weiner that she had passed a key statistics exams she needed for her master's degree. At 3:08 p.m. Sunday, she emailed Mr. Weiner: "I am so happy to get this result! Thank you very much. Very Sincerely, Lingzi"

—Lilian Lin, Kersten Zhang and Josh Chin in Beijing contributed to this article.

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